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Re: st: Backward Selection (AIC) with xtmixed


From   SR Millis <aa3379@wayne.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Backward Selection (AIC) with xtmixed
Date   Fri, 15 Jul 2011 19:44:16 -0700 (PDT)

This procedure is not recommended.


~~~~~~~~~~~
Scott R Millis, PhD, ABPP, CStat, PStat®
Professor
Wayne State University School of Medicine
Email:  aa3379@wayne.edu
Email:  srmillis@yahoo.com
Tel: 313-993-8085


--- On Fri, 7/15/11, Allan Kennedy <dkstata@gmail.com> wrote:

> From: Allan Kennedy <dkstata@gmail.com>
> Subject: st: Backward Selection (AIC) with xtmixed
> To: statalist@hsphsun2.harvard.edu
> Date: Friday, July 15, 2011, 10:36 PM
> Greetings,
> 
> I am interesting is using an automated command that will
> estimate
> model fit with a backward selection model with AIC of an
> --xtmixed--
> approach. I know that both --stepwise-- and --swaic-- both
> do not
> support xtmixed but I wanted to see if there were any other
> user
> written programs that support --xtmixed--. An example of my
> code is as
> follows:
> 
> xtmixed OUTCOME  10PREDICTORS  CONTROL VARIABLES
> ||RANDOM_1:
> ||RANDOM_2: ||RANDOM_3: , covariance(unstructured) var mle
> 
> I would like to estimate the lowest AIC model of any
> combination of
> the 10 predictors.
> 
> Your assistance would be greatly appreciated.
> 
> 
> --AK
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